-59.0%
OWL vs VG
-51.4%
-7.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.9% | -22.0% | +17.1% | -3.3% |
| 30D | +7.8% | -11.6% | +19.4% | +8.5% |
| 3M | -12.7% | -14.9% | +2.2% | -12.1% |
| 6M | -2.8% | -3.5% | +0.7% | -4.6% |
| YTD | -30.1% | +70.0% | -100.0% | -39.3% |
| 1Y | -29.1% | +50.0% | -79.1% | -37.5% |
| All | -59.0% | -51.4% | -7.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling